+39.7%
HPQ vs OWL
-12.0%
+51.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +6.1% |
| 7D | +2.2% | -6.4% | +8.6% | +4.6% |
| 30D | +9.7% | -5.0% | +14.7% | +11.4% |
| 3M | +32.7% | +15.4% | +17.3% | +24.9% |
| 6M | +77.7% | +15.5% | +62.2% | +66.1% |
| YTD | +51.0% | -22.7% | +73.7% | +62.7% |
| 1Y | +18.4% | -34.1% | +52.5% | +34.9% |
| 3Y | +25.6% | +5.1% | +20.5% | +16.7% |
| All | +39.7% | -12.0% | +51.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling